The Mathematical Institute, University of Oxford, Eprints Archive

On iterative methods and implicit-factorization preconditioners for regularized saddle-point systems

Dollar, H. Sue and Gould, Nicholas I. M. and Schilders, W. H. A. and Wathen, A. J. (2005) On iterative methods and implicit-factorization preconditioners for regularized saddle-point systems. Technical Report. Unspecified. (Submitted)

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Abstract

We consider conjugate-gradient like methods for solving block symmetric indefinite linear systems that arise from saddle point problems or, in particular, regularizations thereof. Such methods require preconditioners that preserve certain sub-blocks from the original systems but allow considerable flexibility for the remaining blocks. We construct fourteen families of implicit factorizations that are capable of reproducing the required sub-blocks and (some) of the remainder. These generalize known implicit factorizations for the unregularized case. Improved eigenvalue clustering is possible if additionally some of the non-crucial blocks are reproduced. Numerical experiments confirm that these implicit-factorization preconditioners can be very effective in practice.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1153
Deposited By:Lotti Ekert
Deposited On:13 May 2011 08:18
Last Modified:13 May 2011 08:18

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